| 000 | 00714nam a2200181Ia 4500 | ||
|---|---|---|---|
| 008 | 100324s9999 xx 000 0 und d | ||
| 100 | _aBeaulieu, Marie Claude et al. | ||
| 240 | _aJournal of Business and Economic Statistics (Q) | ||
| 245 | _aMultivariate tests of mean variance efficiency with possibly non gaussian errors: an exact simulation based approach | ||
| 246 |
_aJ7992 _f2007 |
||
| 260 | _c2007 | ||
| 300 |
_bV. 25 _cIssue. 4 _a398-410 |
||
| 366 | _b2007 | ||
| 366 | _bOct | ||
| 650 | _aEconomic Statistics | ||
| 653 | _aBootstrap;Capital asset pricing model;Generalized autoregressive conditional heteroscedasticity;Monte carlo test;Multivariate linear regression;Nonnormality; | ||
| 942 | _cJA | ||
| 999 |
_c47013 _d47013 |
||